I do love Soy milk, but unfortunately the widely available soy milk is made from soy isolate and otherwise processed ingredients. In that case, it's not really better for you than regular milk besides a reduction in calories. It is also very important to note that soy products contain very high concentrations of estrogen.

Best soy products are edamame, tofu and fermented soy. You can, however, get whole-bean soy milk which is incredibly nutritious but very hard to find.